+437.4%
MAR vs CPRT
+420.0%
+17.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -0.7% |
| 7D | -1.7% | +0.4% | -2.1% | -2.0% |
| 30D | -6.9% | +9.9% | -16.8% | -11.6% |
| 3M | -15.8% | +5.6% | -21.5% | -19.1% |
| 6M | +1.9% | -13.6% | +15.6% | +8.2% |
| YTD | +6.6% | -16.7% | +23.3% | +14.8% |
| 1Y | +23.7% | -33.1% | +56.8% | +48.9% |
| 3Y | +64.6% | -27.1% | +91.6% | +85.6% |
| 5Y | +156.4% | -9.9% | +166.2% | +151.5% |
| All | +437.4% | +420.0% | +17.4% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling